Trading Metrics calculated at close of trading on 30-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,961 |
12,987 |
26 |
0.2% |
12,949 |
High |
13,049 |
13,056 |
7 |
0.1% |
13,056 |
Low |
12,939 |
12,973 |
34 |
0.3% |
12,740 |
Close |
13,021 |
13,008 |
-13 |
-0.1% |
13,008 |
Range |
110 |
83 |
-27 |
-24.5% |
316 |
ATR |
157 |
152 |
-5 |
-3.4% |
0 |
Volume |
136,755 |
112,994 |
-23,761 |
-17.4% |
637,007 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,261 |
13,218 |
13,054 |
|
R3 |
13,178 |
13,135 |
13,031 |
|
R2 |
13,095 |
13,095 |
13,023 |
|
R1 |
13,052 |
13,052 |
13,016 |
13,074 |
PP |
13,012 |
13,012 |
13,012 |
13,023 |
S1 |
12,969 |
12,969 |
13,001 |
12,991 |
S2 |
12,929 |
12,929 |
12,993 |
|
S3 |
12,846 |
12,886 |
12,985 |
|
S4 |
12,763 |
12,803 |
12,962 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,883 |
13,761 |
13,182 |
|
R3 |
13,567 |
13,445 |
13,095 |
|
R2 |
13,251 |
13,251 |
13,066 |
|
R1 |
13,129 |
13,129 |
13,037 |
13,190 |
PP |
12,935 |
12,935 |
12,935 |
12,965 |
S1 |
12,813 |
12,813 |
12,979 |
12,874 |
S2 |
12,619 |
12,619 |
12,950 |
|
S3 |
12,303 |
12,497 |
12,921 |
|
S4 |
11,987 |
12,181 |
12,834 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,056 |
12,740 |
316 |
2.4% |
126 |
1.0% |
85% |
True |
False |
127,401 |
10 |
13,056 |
12,435 |
621 |
4.8% |
137 |
1.0% |
92% |
True |
False |
119,825 |
20 |
13,251 |
12,435 |
816 |
6.3% |
167 |
1.3% |
70% |
False |
False |
131,105 |
40 |
13,599 |
12,435 |
1,164 |
8.9% |
155 |
1.2% |
49% |
False |
False |
121,277 |
60 |
13,599 |
12,435 |
1,164 |
8.9% |
143 |
1.1% |
49% |
False |
False |
111,389 |
80 |
13,599 |
12,435 |
1,164 |
8.9% |
134 |
1.0% |
49% |
False |
False |
83,595 |
100 |
13,599 |
12,351 |
1,248 |
9.6% |
133 |
1.0% |
53% |
False |
False |
66,880 |
120 |
13,599 |
12,323 |
1,276 |
9.8% |
125 |
1.0% |
54% |
False |
False |
55,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,409 |
2.618 |
13,273 |
1.618 |
13,190 |
1.000 |
13,139 |
0.618 |
13,107 |
HIGH |
13,056 |
0.618 |
13,024 |
0.500 |
13,015 |
0.382 |
13,005 |
LOW |
12,973 |
0.618 |
12,922 |
1.000 |
12,890 |
1.618 |
12,839 |
2.618 |
12,756 |
4.250 |
12,620 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
13,015 |
12,971 |
PP |
13,012 |
12,935 |
S1 |
13,010 |
12,898 |
|